-78.2%
ANNA vs VT
+70.5%
-148.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.1% |
| 7D | -8.1% | -0.1% | -8.0% | -8.1% |
| 30D | -16.3% | -3.1% | -13.3% | -17.8% |
| 3M | -14.7% | -3.5% | -11.2% | -16.3% |
| 6M | -33.2% | +0.5% | -33.7% | -32.5% |
| YTD | -25.2% | +10.8% | -36.0% | -18.2% |
| 1Y | -33.0% | +11.9% | -44.9% | -26.7% |
| 3Y | -79.5% | +73.0% | -152.5% | -77.0% |
| All | -78.2% | +70.5% | -148.7% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling